Somali pirates who claim to have kidnapped a retired British couple in the Indian Ocean are said to have threatened to use them as "insurance" against any attempt to rescue the crew of a Spanish fishing trawler seized early this month.

As the fate of Paul and Rachel Chandler, from Tunbridge Wells, in Kent, remained unclear, threats against the couple were made in telephone calls to media organisations today.

The trawler Alakrana and its 36 crew were taken on 2 October, reportedly by the same group claiming to be holding the Chandlers on their yacht, Lynn Rival.

In one call, a pirate who gave his name as Shamum Indhobur, reportedly told the Spanish news agency EFE that any rescue attempt on either vessel would result in suffering for those aboard the other.

"We have the Spanish ship and this new yacht, and we warn naval forces that they must avoid any military action, because if one is attacked, we will punish those from the other," he said in a call from Harardhere, a Somali pirate haven.

There is still no confirmation that Paul Chandler, 59, a former quantity surveyor, and Rachel Chandler, 55, an economist, have been taken hostage. The EU Naval Force said a yacht seen on yesterday towing a skiff 200 miles south-east of Harardhere was still being monitored. "We still have the yacht in sight but still can't confirm that it is the Lynn Rival," said Commander John Harbour.

In another phone call, Ahmed Sheikh, who claimed to be a member of the gang, reportedly told the French news agency AFP that about 60 gunmen had arrived in Harardhere to protect the pirates, adding: "We have made proper contact with the boat and everybody is OK. The hostages' fate will be discussed when the boat gets here."

Another alleged pirate, Mohamed Hussein, said the Chandlers' lives would be in danger if there was any attack.

"We are telling Britain that … any attack on us … they will burn [those] two people's bones," he told Sky News.

The couple, who have been travelling the world for the past three years, set off on Thursday for Tanzania from Seychelles. Their emergency distress beacon was activated at 11pm on Friday. Since then nothing has been heard from them.

They had informed family and friends they could be out of satellite phone contact for several days. Relatives were today "keeping their fingers crossed", as Somalia's prime minister, Omar Sharmarke, on a visit to London, pledged his government would do everything it could to "see a peaceful solution".

Rachel Chandler's brother, Stephen Collett, 58, of Ixworth, Suffolk, who met the Somali prime minister, said: "It may still be that they're sailing across the Indian Ocean. We're not grossly over-worried at the moment."

Paul Chandler's sister, Jill Marshment, 69, from Bredon, near Tewkesbury, said if the couple had been kidnapped they were "resilient people".

"If I was to give a message to the pirates, I'd say you've got the wrong people. They're not a wealthy couple. They just wanted to take early retirement, to take a boat and to see more of the world."

She added: "They won't be weeping. Instead, they'll be thinking: 'What are we going to do? What are we going to say?'"

The couple, married for 28 years and who have no children, are passionate and experienced sailors but their route would have taken them near waters notorious for pirate attacks.

The Foreign and Commonwealth Office was continuing "urgent" investigations, but was unable to say for sure whether they were being held captive.

In one unconfirmed and possibly unrelated sighting, Somali villagers yesterday reported seeing a small vessel about 30 nautical miles south of Somalia's port city of Hobyo, another land base for pirates, according to Andrew Mwangura, the head of the Kenya-based East African Seafarers' Assistance Programme.

In April, US special forces shot dead three Somali pirates on a lifeboat and freed an American cargo ship captain, Richard Phillips, ending a five-day standoff.

But when French forces stormed a yacht in the same month, one of the five hostages was killed. Two other French rescue attempts have been successful.